+410.8%
SPYG vs RACE
+793.3%
-382.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | -1.6% | -1.5% | 0.0% | -1.1% |
| 3M | +3.4% | +15.5% | -12.1% | -3.0% |
| 6M | +18.9% | +17.3% | +1.6% | +10.3% |
| YTD | +13.8% | +11.1% | +2.7% | +7.2% |
| 1Y | +20.6% | -14.3% | +34.9% | +25.4% |
| 3Y | +100.5% | +40.2% | +60.3% | +60.0% |
| 5Y | +84.6% | +92.6% | -8.0% | +24.6% |
| 10Y | +410.8% | +786.6% | -375.8% | +109.9% |
| All | +410.8% | +793.3% | -382.5% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling